Brazilian married to a German citizen - (Paris)

Is anyone here from a country outside Europe married to an EU citizen? When you first came to France, what did you do first and where did you go in order to get a work authorization?

We went to the "prefecture" yesterday, but they said we should go to the Directe (Department of Emploi) and apply directly to a "titre de travail".

I don't understand... should I not have a "titre de séjour" first? Or the "titre de travail" is valid as "séjour" as well? I have a job, I need to sign my contract and now I don't know what to do. The person who spoke to us at the prefecture knew little about what she was doing, and it was very disappointing.